| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,064.0 |
2,037.5 |
-26.5 |
-1.3% |
2,017.2 |
| High |
2,070.0 |
2,044.8 |
-25.2 |
-1.2% |
2,071.2 |
| Low |
2,032.1 |
2,001.7 |
-30.4 |
-1.5% |
1,953.7 |
| Close |
2,039.0 |
2,010.2 |
-28.8 |
-1.4% |
2,039.0 |
| Range |
37.9 |
43.1 |
5.2 |
13.7% |
117.5 |
| ATR |
44.9 |
44.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
266,601 |
208,402 |
-58,199 |
-21.8% |
1,476,943 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.2 |
2,122.3 |
2,033.9 |
|
| R3 |
2,105.1 |
2,079.2 |
2,022.1 |
|
| R2 |
2,062.0 |
2,062.0 |
2,018.1 |
|
| R1 |
2,036.1 |
2,036.1 |
2,014.2 |
2,027.5 |
| PP |
2,018.9 |
2,018.9 |
2,018.9 |
2,014.6 |
| S1 |
1,993.0 |
1,993.0 |
2,006.2 |
1,984.4 |
| S2 |
1,975.8 |
1,975.8 |
2,002.3 |
|
| S3 |
1,932.7 |
1,949.9 |
1,998.3 |
|
| S4 |
1,889.6 |
1,906.8 |
1,986.5 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,373.8 |
2,323.9 |
2,103.6 |
|
| R3 |
2,256.3 |
2,206.4 |
2,071.3 |
|
| R2 |
2,138.8 |
2,138.8 |
2,060.5 |
|
| R1 |
2,088.9 |
2,088.9 |
2,049.8 |
2,113.9 |
| PP |
2,021.3 |
2,021.3 |
2,021.3 |
2,033.8 |
| S1 |
1,971.4 |
1,971.4 |
2,028.2 |
1,996.4 |
| S2 |
1,903.8 |
1,903.8 |
2,017.5 |
|
| S3 |
1,786.3 |
1,853.9 |
2,006.7 |
|
| S4 |
1,668.8 |
1,736.4 |
1,974.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,071.2 |
1,953.7 |
117.5 |
5.8% |
58.2 |
2.9% |
48% |
False |
False |
289,210 |
| 10 |
2,071.2 |
1,934.5 |
136.7 |
6.8% |
47.0 |
2.3% |
55% |
False |
False |
243,931 |
| 20 |
2,071.2 |
1,925.4 |
145.8 |
7.3% |
44.1 |
2.2% |
58% |
False |
False |
232,826 |
| 40 |
2,097.0 |
1,904.8 |
192.2 |
9.6% |
41.4 |
2.1% |
55% |
False |
False |
222,447 |
| 60 |
2,097.0 |
1,806.5 |
290.5 |
14.5% |
40.3 |
2.0% |
70% |
False |
False |
195,997 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
21.9% |
39.1 |
1.9% |
80% |
False |
False |
147,060 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.9% |
38.3 |
1.9% |
80% |
False |
False |
117,682 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.9% |
35.1 |
1.7% |
80% |
False |
False |
98,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,228.0 |
|
2.618 |
2,157.6 |
|
1.618 |
2,114.5 |
|
1.000 |
2,087.9 |
|
0.618 |
2,071.4 |
|
HIGH |
2,044.8 |
|
0.618 |
2,028.3 |
|
0.500 |
2,023.3 |
|
0.382 |
2,018.2 |
|
LOW |
2,001.7 |
|
0.618 |
1,975.1 |
|
1.000 |
1,958.6 |
|
1.618 |
1,932.0 |
|
2.618 |
1,888.9 |
|
4.250 |
1,818.5 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,023.3 |
2,036.5 |
| PP |
2,018.9 |
2,027.7 |
| S1 |
2,014.6 |
2,019.0 |
|